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seen Feb 27 at 16:15

The earth is round (p < 0.01).


Nov
8
comment Sum of two stopping times is a stopping time?
I thought that that is true because of the following: Since I'm told that $\sigma$ is a stopping time, then $\{\sigma \leq x\} \in \mathscr{F}_x$ for any $x \in [0,\infty)$. Now for $x = t - \tau$, it's true that the image $x(\omega)$ satisfies the above, but I'm not sure if $x$ itself does. I'm pretty bad at maths (unfortunately).
Oct
17
comment Continuity and pushing a limit inside the function's domain
Yes, it does, Thank YOU!
Oct
17
comment Continuity and pushing a limit inside the function's domain
(+1) I have a related question. Is this proposition true or false: $(f\text{ is Right continuous})\Rightarrow \neg (f\text{ is Left continuous})$
Sep
11
comment Probability of passing through 3 specific nodes along a binomial tree
Please re-locate this thread to the quantitative finance stackexchange quant.stackexchange.com. There is way too much jargon that I didn't realize was specific to finance. Apologies.
Sep
11
comment Probability of passing through 3 specific nodes along a binomial tree
It's when we end up in the exact same spot on the y-axis after 2 movements, whether we go Up --> Down or Down --> Up.